strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraAttack_20251010_151527
0 multin_zz1000_71001_barra_nonlinearsize_botG 207.92 259.01 59.41 257.53 59.41 42.35 42.61 57.61 -1.95
1 multin_zz1000_71001_barra_size_botG 207.92 259.01 59.41 257.53 59.41 42.35 42.61 57.61 -1.95
2 multin_zz1000_71001_barra_momentum_botG 191.84 242.94 43.33 241.46 43.33 26.28 26.54 41.53 -18.02
3 multin_zz1000_71001_barra_growth_botG 137.71 188.80 -10.81 187.32 -10.81 -27.86 -27.60 -12.60 -72.16
4 multin_zz1000_71001_barra_residualvolatility_botG 111.55 162.64 -36.96 161.16 -36.96 -54.02 -53.75 -38.76 -98.32
5 multin_zz1000_71001_barra_leverage_botG 60.93 112.02 -87.59 110.54 -87.59 -104.64 -104.38 -89.38 -148.94
6 multin_zz1000_71001_barra_liquidity_topG -38.46 12.63 -186.98 11.15 -186.98 -204.03 -203.77 -188.77 -248.33
7 multin_zz1000_71001_barra_earningsyield_botG -66.50 -15.41 -215.01 -16.89 -215.01 -232.07 -231.81 -216.81 -276.37
8 multin_zz1000_71001_barra_btop_botG -79.84 -28.75 -228.36 -30.23 -228.36 -245.41 -245.15 -230.15 -289.71
9 multin_zz1000_71001_barra_beta_topG -130.34 -79.25 -278.85 -80.73 -278.85 -295.91 -295.65 -280.65 -340.21